| Trading Metrics calculated at close of trading on 19-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
1,272.1 |
1,278.2 |
6.1 |
0.5% |
1,253.0 |
| High |
1,279.2 |
1,322.0 |
42.8 |
3.3% |
1,278.1 |
| Low |
1,266.5 |
1,276.2 |
9.7 |
0.8% |
1,250.1 |
| Close |
1,272.7 |
1,314.1 |
41.4 |
3.3% |
1,274.1 |
| Range |
12.7 |
45.8 |
33.1 |
260.6% |
28.0 |
| ATR |
13.2 |
15.8 |
2.6 |
19.5% |
0.0 |
| Volume |
87,914 |
237,994 |
150,080 |
170.7% |
438,925 |
|
| Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,441.5 |
1,423.6 |
1,339.3 |
|
| R3 |
1,395.7 |
1,377.8 |
1,326.7 |
|
| R2 |
1,349.9 |
1,349.9 |
1,322.5 |
|
| R1 |
1,332.0 |
1,332.0 |
1,318.3 |
1,341.0 |
| PP |
1,304.1 |
1,304.1 |
1,304.1 |
1,308.6 |
| S1 |
1,286.2 |
1,286.2 |
1,309.9 |
1,295.2 |
| S2 |
1,258.3 |
1,258.3 |
1,305.7 |
|
| S3 |
1,212.5 |
1,240.4 |
1,301.5 |
|
| S4 |
1,166.7 |
1,194.6 |
1,288.9 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,351.4 |
1,340.8 |
1,289.5 |
|
| R3 |
1,323.4 |
1,312.8 |
1,281.8 |
|
| R2 |
1,295.4 |
1,295.4 |
1,279.2 |
|
| R1 |
1,284.8 |
1,284.8 |
1,276.7 |
1,290.1 |
| PP |
1,267.4 |
1,267.4 |
1,267.4 |
1,270.1 |
| S1 |
1,256.8 |
1,256.8 |
1,271.5 |
1,262.1 |
| S2 |
1,239.4 |
1,239.4 |
1,269.0 |
|
| S3 |
1,211.4 |
1,228.8 |
1,266.4 |
|
| S4 |
1,183.4 |
1,200.8 |
1,258.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,322.0 |
1,258.0 |
64.0 |
4.9% |
19.2 |
1.5% |
88% |
True |
False |
124,121 |
| 10 |
1,322.0 |
1,245.7 |
76.3 |
5.8% |
15.0 |
1.1% |
90% |
True |
False |
108,884 |
| 20 |
1,322.0 |
1,240.2 |
81.8 |
6.2% |
14.3 |
1.1% |
90% |
True |
False |
103,589 |
| 40 |
1,322.0 |
1,240.2 |
81.8 |
6.2% |
15.1 |
1.1% |
90% |
True |
False |
58,432 |
| 60 |
1,331.0 |
1,240.2 |
90.8 |
6.9% |
14.9 |
1.1% |
81% |
False |
False |
40,052 |
| 80 |
1,392.0 |
1,240.2 |
151.8 |
11.6% |
15.4 |
1.2% |
49% |
False |
False |
30,645 |
| 100 |
1,392.0 |
1,240.2 |
151.8 |
11.6% |
15.0 |
1.1% |
49% |
False |
False |
24,913 |
| 120 |
1,392.0 |
1,187.2 |
204.8 |
15.6% |
14.4 |
1.1% |
62% |
False |
False |
20,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,516.7 |
|
2.618 |
1,441.9 |
|
1.618 |
1,396.1 |
|
1.000 |
1,367.8 |
|
0.618 |
1,350.3 |
|
HIGH |
1,322.0 |
|
0.618 |
1,304.5 |
|
0.500 |
1,299.1 |
|
0.382 |
1,293.7 |
|
LOW |
1,276.2 |
|
0.618 |
1,247.9 |
|
1.000 |
1,230.4 |
|
1.618 |
1,202.1 |
|
2.618 |
1,156.3 |
|
4.250 |
1,081.6 |
|
|
| Fisher Pivots for day following 19-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,309.1 |
1,306.1 |
| PP |
1,304.1 |
1,298.0 |
| S1 |
1,299.1 |
1,290.0 |
|